Ch.

8: Fundamental Sampling Distributions and Data

Descriptions

Mohammad Adam & Ruba Hamouri

Palestine Polytechnic University

February 7, 2021

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8.1 Random Sampling

Population
A population consists of the totality of the observations with which we are
concerned.

Sample
A sample is a subset of a population.
.
If our inferences from the sample to the population are to be valid, we
must obtain samples that are representative of the population.
We are tempted to choose a sample by selecting the most convenient
members of the population.
Such a procedure may lead to erroneous inferences concerning the
population.

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8.1 Random Sampling

.
Any sampling procedure that produces inferences that consistently
overestimate or consistently underestimate some characteristic of the
population is said to be biased.
To eliminate any possibility of bias in the sampling procedure, it is
desirable to choose a random sample in the sense that the
observations are made independently and at random.
.
Let X1 , X2 , . . . , Xn be n independent random variables, each having the
same probability distribution f (x). Define X1 , X2 , . . . , Xn to be a random
sample of size n from the population f (x) and write its joint probability
distribution as

f (x1 , x2 , . . . , xn ) = f (x1 )f (x2 ) · · · f (xn ).

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8.1 Random Sampling

Example
If one makes a random selection of n = 8 storage batteries from a
manufacturing process that has maintained the same specification
throughout and records the length of life for each battery,
with the first measurement x1 being a value of X1 , the second
measurement x2 a value of X2 , and so forth, then x1 , x2 , . . . , x8 are
the values of the random sample X1 , X2 , . . . , X8 .
If we assume the population of battery lives to be normal, the
possible values of any Xi , i = 1, 2, . . . , 8, will be precisely the same as
those in the original population, and hence Xi has the same identical
normal distribution as X .

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8.2 Some Important Statistics
Statistic
Any function of the random variables constituting a random sample is
called a statistic.
.
The most commonly used statistics for measuring the center of a set of
data, arranged in order of magnitude, are the mean, median, and mode.
Several measures of sample variability, including the sample variance,
sample standard deviation, and sample range.
Example 8.1
Suppose a data set consists of the following observations:
0.32, 0.53, 0.28, 0.37, 0.47, 0.43, 0.36, 0.42, 0.38, 0.43
Example 8.2
A comparison of coffee prices at 4 randomly selected grocery stores in San
Diego showed increases from the previous month of 12, 15, 17, and 20
cents for a 1-pound bag. Find the variance of this random sample of price
increases.
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8.3 Sampling Distributions
Sampling Distribution
The probability distribution of a statistic is called a sampling distribution.
.
The sampling distribution of a statistic depends on
the distribution of the population,
the size of the samples, and
the method of choosing the samples.

We should view the sampling distributions of X and S 2 as the

mechanisms from which we will be able to make inferences on the
parameters µ and σ 2 .
The sampling distribution of X with sample size n is the distribution
that results when an experiment is conducted over and over (always
with sample size n) and the many values of X result.
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8.3 Sampling Distributions

This sampling distribution, then, describes the variability of sample

averages around the population mean µ.
The sampling distribution produces information about the variability
of S 2 values around σ 2 in repeated experiments.

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8.4 Sampling Distribution of Means and the Central Limit
Theorem
Theorem 8.2 (Central Limit Theorem)
If X is the mean of a random sample of size n taken from a population
with mean µ and finite variance σ 2 , then the limiting form of the
distribution of X −µ
Z= √ ,
σ/ n
n → ∞, is the standard normal distribution n(z; 0, 1).
Remark
The normal approximation for X will generally be good if n ≥ 30,
provided the population distribution is not terribly skewed.
If n < 30, the approximation is good only if the population is not too
different from a normal distribution.
If the population is known to be normal, the sampling distribution of
X will follow a normal distribution exactly, no matter how small the
size of the samples.
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8.4 Sampling Distribution of Means and the Central Limit
Theorem

Example 8.4
An electrical firm manufactures light bulbs that have a length of life that
is approximately normally distributed, with mean equal to 800 hours and a
standard deviation of 40 hours. Find the probability that a random sample
of 16 bulbs will have an average life of less than 775 hours.

Example 8.5
Traveling between two campuses of a university in a city via shuttle bus
takes, on average, 28 minutes with a standard deviation of 5 minutes. In a
given week, a bus transported passengers 40 times. What is the probability
that the average transport time was more than 30 minutes? Assume the
mean time is measured to the nearest minute.

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8.4 Sampling Distribution of Means and the Central Limit
Theorem
Problem 8.20
Given the discrete uniform population

1
f (x) = 3 x = 2, 4, 6,
0 elsewhere,
find the probability that a random sample of size 54, selected with
replacement, will yield a sample mean greater than 4.1 but less than 4.4.
Assume the means are measured to the nearest tenth.
Problem 8.25
The average life of a bread-making machine is 7 years, with a standard
deviation of 1 year. Assuming that the lives of these machines follow
approximately a normal distribution, find
(a) the probability that the mean life of a random sample of 9 such
machines falls between 6.4 and 7.2 years;
(b) the value of x to the right of which 15% of the means computed from
random
M. Adam samples
& R. Hamouri (PPU) of size 9 would fall.
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8.4 Sampling Distribution of Means and the Central Limit
Theorem

Theorem 8.3
If independent samples of size n1 and n2 are drawn at random from two
populations, discrete or continuous, with means µ1 and µ2 and variances
σ12 and σ22 , respectively, then the sampling distribution of the differences of
means, X 1 − X 2 , is approximately normally distributed with mean and
variance given by

σ12 σ22
µX 1 −X 2 = µ1 − µ2 and σX2 = + .
1 −X 2 n1 n2
Hence,
(X 1 − X 2 ) − (µ1 − µ2 )
Z= q
σ12 /n1 + σ22 /n2
is approximately a standard normal variable.
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8.4 Sampling Distribution of Means and the Central Limit
Theorem

Example 8.6
The television picture tubes of manufacturer A have a mean lifetime of 6.5
years and a standard deviation of 0.9 year, while those of manufacturer B
have a mean lifetime of 6.0 years and a standard deviation of 0.8 year.
What is the probability that a random sample of 36 tubes from
manufacturer A will have a mean lifetime that is at least 1 year more than
the mean lifetime of a sample of 49 tubes from manufacturer B?

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8.5 Sampling Distribution of S 2

t-Distribution
The distribution of T is similar to the distribution of Z in that they
both are symmetric about a mean of zero.
Both distributions are bell shaped, but the t-distribution is more
variable.
The distribution of T differs from that of Z in that the variance of T
depends on the sample size n and is always greater than 1. Only when
the sample size n → ∞ will the two distributions become the same.

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8.5 Sampling Distribution of S 2

t-Distribution

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8.5 Sampling Distribution of S 2

Example 8.8
The t-value with ν = 14 degrees of freedom that leaves an area of 0.025
to the left, and therefore an area of 0.975 to the right, is

Example 8.9
Find P(t−0.025 < T < t0.05 )

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8.5 Sampling Distribution of S 2

The chi-squared distribution

Continuous probability distribution.
This distribution has a parameter which is called degree of freedom ν.
χ2α : is the value such that the area under the curve and to its right is
α.
The lower of α point is obtained from the table by reading χ21−α .
The upper of α point is obtained from the table by reading χ2α .

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8.5 Sampling Distribution of S 2

The chi-squared distribution

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8.5 Sampling Distribution of S 2
Theorem
If X1 , X2 , . . . , Xn are independent random variables having identical normal
distributions with mean µ and variance sigma2 , then
Pn
(xi − µ)
Y = i=1 2
σ
has a chi-squared distribution with ν = n degrees of freedom.

Theorem 8.4
If S 2 is the variance of a random sample of size n taken from a normal
population having the variance σ 2 , then the statistic
Pn
2 (n − 1)S 2 (xi − X )
χ = = i=1 2
σ2 σ
has a chi-squared distribution with ν = n − 1 degrees of freedom.
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8.5 Sampling Distribution of S 2

Exampe 8.7
If a sample of size n = 6 is drawn from a population with variance
σ 2 = 10. Find
(1) P(S 2 > 18.4727).
(1) P(6 < S 2 14.252).
(1) P(S 2 > c) = 0.8

Exampe 8.7
A manufacturer of car batteries guarantees that the batteries will last, on
average, 3 years with a standard deviation of 1 year. If five of these
batteries have lifetimes of 1.9, 2.4, 3.0, 3.5, and 4.2 years, should the
manufacturer still be convinced that the batteries have a standard
deviation of 1 year? Assume that the battery lifetime follows a normal
distribution.

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8.5 Sampling Distribution of S 2

Theorem 8.5
Let Z be a standard normal random variable and V a chi-squared random
variable with ν degrees of freedom. If Z and V are independent, then the
distribution of the random variable T , where
Z
T =p ,
V /ν

is t-distribution with ν degrees of freedom.

Corollary 8.1
Let X1 , X2 , . . . , Xn be independent random variables that are all normal
with mean µ and standard deviation σ. Then the random variable

X −µ
T = √
S/ n

has the t-distribution with ν = n − 1 degree of freedom.

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8.5 Sampling Distribution of S 2

Remark
In sampling distribution of X :
X −µ
If σ 2 is known, then Z = √
σ/ n
X −µ X −µ
If σ 2 is unknown, then Z = √
S/ n
if n ≥ 30 OR T = √
S/ n
if n < 30.

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8.5 Sampling Distribution of S 2
Example 8.10
Find k such that P(k < T < −1.761) = 0.045 for a random sample of
X −µ
size 15 selected from a normal distribution and S/√
n

Ex. 8.10

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